Polymarket Twitter Weekend Drift Trader

Twitter Weekend Drift Trader

This is a template. The default 签名al uses fixed weekday/weekend rate differentials — remix it with hourly posting distributions, holiday calendars, or timezone-aware activity windows. The 技能 handles all the plumbing (market discovery, trade execution, safe防护s). Your 代理 provides the alpha.

Strategy Overview

Public figures post 20-30% less on weekends. But market makers often 设置 prices on Friday, reflecting weekday cadence. A 3-day period spanning Fri-Sun has very different expected post counts than Mon-Wed.

This 技能 counts the actual weekdays vs weekend days in each market's period and adjusts the expected rate accordingly.

签名al 记录ic Weekend Rate Differentials Person Weekday Rate Weekend Rate Drop Elon Musk 72/day 50/day -31% Donald Trump 25/day 20/day -20% Vitalik Buterin 9/day 7/day -22% CZ 14/day 10/day -29% How It Works 解析 the date range from the market question Count actual weekdays and weekend days Compute adjusted_lambda = weekday_rate weekdays + weekend_rate weekends Compare to nAIve_lambda = average_rate total_days The drift determines which bins are over/underpriced Example

Elon Musk, March 28 (Fri) to March 30 (Sun) = 3 days:

NAIve: 65/day 3 = 195 posts Adjusted: 721 + 502 = 172 posts Drift: -12% — lower bins underpriced, higher bins overpriced Remix Ideas Holiday calendar: Major holidays (Christmas, July 4th) suppress posting even more than weekends Hourly distribution: 模型 posting by hour-of-day for sub-dAIly market periods Timezone awareness: Elon posts Pacific time, Trump posts Eastern — periods crossing midnight differ Rolling rate 更新s: Re-estimate weekday/weekend split weekly from actual data Risk Parameters Parameter Default Notes Max position size $40 USDC Per market Min market volume $1,000 Standard 过滤器 Max bid-ask spread 10% Default threshold Min days to resolution 0 Post-count markets are short-lived Max open positions 8 Diversify across bins 安装ation & 设置up ClawHub 安装 polymarket-twitter-weekend-drift-trader

Requires: SIMMER_API_KEY 环境 variable.

Cron Schedule

Cron is 设置 to null — the 技能 does not 运行 on a schedule until you 配置 it in the Simmer UI.

Safety & Execution Mode

The 技能 defaults to paper trading (venue="sim"). Real trades only 执行 when --live is passed explicitly.

Scenario Mode Financial risk python trader.py Paper (sim) None Cron / automaton Paper (sim) None python trader.py --live Live (polymarket) Real USDC

The automaton cron is 设置 to null — it does not 运行 on a schedule until you 配置 it in the Simmer UI. auto启动: false means it won't 启动 automatically on 安装.

Required 凭证s Variable Required Notes SIMMER_API_KEY Yes Trading authority — keep this 凭证 private. Do not place a live-capable key in any 环境 where automated code could call --live. Tunables (Risk Parameters)

All risk parameters are declared in ClawHub.json as tunables and adjustable from the Simmer UI without code changes. They use SIMMER_-prefixed env vars so 应用ly_技能_config() can load them 安全ly.

Variable Default Purpose SIMMER_MAX_POSITION 40 Max USDC per trade (reached at 100% conviction) SIMMER_MIN_VOLUME 1000 Min market volume 过滤器 (USD) SIMMER_MAX_SPREAD 0.10 Max bid-ask spread (0.10 = 10%) SIMMER_MIN_DAYS 0 Min days until market resolves SIMMER_MAX_POSITIONS 8 Max concurrent open positions SIMMER_YES_THRESHOLD 0.38 Buy YES if market price ≤ this value SIMMER_NO_THRESHOLD 0.62 Sell NO if market price ≥ this value SIMMER_MIN_TRADE 5 Floor for any trade (min USDC regardless of conviction) Dependency

simmer-sdk is published on PyPI by Simmer Markets.

PyPI: https://pypi.org/project/simmer-sdk/ GitHub: https://github.com/SpartanLabsXyz/simmer-sdk Publisher: hello@simmer.markets

Review the source before providing live 凭证s if you require full 审计ability.